Persistence of volatility in futures markets

Journal of Futures Markets

Volumn 26, Issue 6, 2006, Pages 571-594

  Chen, Zhiyao ^b,c   Daigler, Robert T ^a,c   Parhizgari, Ali M ^c  

^a FLORIDA INTERNATIONAL UNIVERSITY   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

^c FLORIDA INTERNATIONAL UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33646685216     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20210     Document Type: Article

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